The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates
Lukas Frei
| Year of publication: |
2008 ; 1. Aufl.
|
|---|---|
| Authors: | Frei, Lukas |
| Publisher: |
Berlin : dissertation.de |
| Subject: | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Schweizer Franken | Swiss franc | US-Dollar | US dollar | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Markov-Kette | Markov chain | Schweiz | Switzerland | Prognose | Fehlerkorrekturmodell | Hidden-Markov-Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XVII, 172 S. graph. Darst. 210 mm x 150 mm, 260 gr. |
|---|---|
| Series: | Dissertation.de. - Berlin : Winter Industries, ZDB-ID 2171975-5. - Vol. 1456 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Basel, Univ., Diss., 2007 |
| ISBN: | 978-3-86624-356-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003724083